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We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Existing approaches to diffusion-based inverse problem solvers frame the signal recovery task as a probabilistic sampling episode, where the solution is drawn from the desired posterior distribution. This framework suffers from several…

Machine Learning · Computer Science 2024-12-24 Henry Li , Marcus Pereira

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…

Machine Learning · Statistics 2018-08-30 Chris Junchi Li , Zhaoran Wang , Han Liu

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Generalized Benders decomposition (GBD) is a globally optimal algorithm for mixed integer nonlinear programming (MINLP) problems, which are NP-hard and can be widely found in the area of wireless resource allocation. The main idea of GBD is…

Information Theory · Computer Science 2020-10-16 Mengyuan Lee , Ning Ma , Guanding Yu , Huaiyu Dai

In electromagnetic inverse scattering, the goal is to reconstruct object permittivity using scattered waves. While deep learning has shown promise as an alternative to iterative solvers, it is primarily used in supervised frameworks which…

The synthesis of a metasurface exhibiting a specific set of desired scattering properties is a time-consuming and resource-demanding process, which conventionally relies on many cycles of full-wave simulations. It requires an experienced…

Signal Processing · Electrical Eng. & Systems 2021-09-15 Parinaz Naseri , Sean V. Hum

Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in…

Computational Physics · Physics 2025-12-12 Olivia Tsang , Owen Melia , Vasileios Charisopoulos , Jeremy Hoskins , Yuehaw Khoo , Rebecca Willett

This paper considers a general stochastic resource allocation problem that arises widely in wireless networks, cognitive radio, networks, smart-grid communications, and cross-layer design. The problem formulation involves expectations with…

Optimization and Control · Mathematics 2017-12-12 Amrit Singh Bedi , Ketan Rajawat

In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and…

Machine Learning · Computer Science 2023-02-13 Z. Kereta , B. Jin

We consider a generic empirical composition optimization problem, where there are empirical averages present both outside and inside nonlinear loss functions. Such a problem is of interest in various machine learning applications, and…

Optimization and Control · Mathematics 2019-11-04 Adithya M. Devraj , Jianshu Chen

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

Optimization and Control · Mathematics 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

In this work, we propose a deep learning-based imaging method for addressing the multi-frequency electromagnetic (EM) inverse scattering problem (ISP). By combining deep learning technology with EM physical laws, we have successfully…

Computational Physics · Physics 2025-09-23 Daoqi Liu , Tao Shan , Maokun Li , Fan Yang , Shenheng Xu

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

An intelligent reflecting surface (IRS) is invoked for enhancing the energy harvesting performance of a simultaneous wireless information and power transfer (SWIPT) aided system. Specifically, an IRS-assisted SWIPT system is considered,…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Cunhua Pan , Hong Ren , Kezhi Wang , Maged Elkashlan , Arumugam Nallanathan , Jiangzhou Wang , Lajos Hanzo

Random search methods are widely used for global optimization due to their theoretical generality and implementation simplicity. This paper proposes a depth-first directional search (DFDS) algorithm for globally solving nonconvex…

Optimization and Control · Mathematics 2025-11-12 Yuxuan Zhang , Wenxun Xing

Inverse scattering involving microwave and ultrasound waves require numerical solution of nonlinear optimization problem. To alleviate the computational burden of a full three-dimensional (3-D) inverse problem, it is a common practice to…

Numerical Analysis · Mathematics 2022-07-14 Mert Hidayetoglu , Michael Oelze , Erhan Kudeki , Weng Cho Chew

A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…

Optimization and Control · Mathematics 2019-07-18 Mostafa Amini , Farzad Yousefian